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Zhuanxin Ding

  1. A long memory property of stock market returns and a new model
    1993/06/01 by Zhuanxin Ding, Clive W.J. Granger, Clive W. J. Granger +1 · 12 citations
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Market Dynamics and Volatility
  2. Modeling volatility persistence of speculative returns: A new approach
    1996/07/01 by Zhuanxin Ding, Clive W. J. Granger, Clive W.J. Granger · 6 citations
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Market Dynamics and Volatility